+48.0%
FBTC vs UMAC
+488.3%
-440.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -1.3% |
| 7D | -5.8% | -4.0% | -1.8% | -5.6% |
| 30D | +21.4% | -9.4% | +30.8% | +21.5% |
| 3M | +24.5% | +3.0% | +21.5% | +22.7% |
| 6M | +9.9% | +27.2% | -17.3% | +4.6% |
| YTD | -12.0% | +84.7% | -96.7% | -18.7% |
| 1Y | -32.3% | +136.5% | -168.8% | -38.8% |
| All | +48.0% | +488.3% | -440.3% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UMAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling